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st: Plotting Residuals vs Fitted Values using GLM
From
Brent Gibbons <[email protected]>
To
[email protected]
Subject
st: Plotting Residuals vs Fitted Values using GLM
Date
Tue, 23 Oct 2012 17:57:21 -0400
Hello,
I am working with a model that has a Dependent Variable of Total Health Costs. Other than using the log transformation, the best fit is using GLM, family(negative binomial) link(log). But I'm worried about heteroscedasticity and have been trying the rvfplot2 command. The documentation recommends the sqrt(abs(resid)) as the rscale to look at heteroscedasticity.
My question is whether or not I need to use a transformation scale for the fitted values, an fscale? If so, what should that transformation be? And what should I be looking for in the plot?
Thanks for all suggestions, Brent
Brent Gibbons
UMBC 421 PubPol
[email protected]
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